BVT Call 4.2 GLEN 20.12.2024
/ DE000VM8LZJ6
BVT Call 4.2 GLEN 20.12.2024/ DE000VM8LZJ6 /
| 7/23/2024 7:52:30 PM |
Chg.-0.100 |
Bid9:44:58 PM |
Ask9:44:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-16.95% |
-
Bid Size: - |
-
Ask Size: - |
Glencore PLC ORD USD... |
4.20 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
VM8LZJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.20 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
1/18/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
0.28 |
| Time value: |
0.32 |
| Break-even: |
5.59 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
7.14% |
| Delta: |
0.67 |
| Theta: |
0.00 |
| Omega: |
5.91 |
| Rho: |
0.01 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.490 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.99% |
| 1 Month |
|
|
-34.67% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.490 |
| 1M High / 1M Low: |
0.950 |
0.490 |
| 6M High / 6M Low: |
1.230 |
0.270 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.596 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.770 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.743 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.94% |
| Volatility 6M: |
|
126.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
